$35.58
+0.08 (+0.23%)
USD · as of 2026-08-21 · marketstack
From 750 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 53.91% | Sharpe | −0.04 |
| Sortino | −0.07 |
| Beta | 1.53 | Correlation | 0.37 |
| Up capture | 123.61% | Down capture | 406.99% |
Relative Value shows 0.96 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −58.41% | Ulcer Index | 39.51 |
| MTD | 0.59% | QTD | −14.31% |
| YTD | −21.46% | Window (ann., 3.0y) | −15.01% |
| Skewness | 2.15 | Excess Kurtosis | 26.08 |
| Omega (θ=0) | 0.99 | Tail Ratio | 1.07 |
| Gain/Pain | −0.01 | Hit Rate | 48.13% |
| Win/Loss | 1.06 | Upside Potential | 0.49 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -4.02% | -8.86% | -5.60% | -7.91% |
| CVaR (ES) | -7.00% | -12.69% | -7.01% | -9.06% |
| VaR (Cornish-Fisher) | — | — | -1.44% | -17.36% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -58.41% | 2023-09-05 | 2025-05-07 | ongoing | 419 | — |
| -3.40% | 2023-08-21 | 2023-08-24 | 2023-09-05 | 3 | 7 |
Worst depth first · lengths in trading days.